Publications

Mauro Bernardi, Daniele Bianchi, Nicolas Bianco (2024). Variational inference for large Bayesian vector autoregressions. In Journal of Business and Economic Statistics, 42(3),1066–1082.

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Mauro Bernardi, Daniele Bianchi, Nicolas Bianco (2024). Dynamic variable selection in high-dimensional predictive regressions. In arXiv.

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Mauro Bernardi, Daniele Bianchi, Nicolas Bianco (2023). Smoothing volatility targeting. In arXiv.

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Touqeer Ahmad, Ishfaq Ahmad, Irshad Ahmad Arshad, Nicolas Bianco (2022). A comprehensive study on the Bayesian modelling of extreme rainfall. A case study from Pakistan. In International Journal of Climatology, 42(1), 208-224.

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